+1,537.1%
SOXX vs BNS
+188.9%
+1,348.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.4% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | -3.6% | +3.5% | -7.0% | -6.2% |
| 3M | -10.2% | +14.1% | -24.2% | -18.5% |
| 6M | +54.2% | +33.8% | +20.5% | +25.2% |
| YTD | +75.2% | +29.5% | +45.8% | +45.4% |
| 1Y | +107.5% | +48.4% | +59.1% | +56.3% |
| 3Y | +226.8% | +129.6% | +97.2% | +78.7% |
| 5Y | +251.2% | +96.1% | +155.1% | +115.7% |
| All | +1,537.1% | +188.9% | +1,348.2% | +724.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling